Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.16% | 0.95 CHF | 0.96 CHF | 144,400 | 144,400 | 80,498 | 80,498 | 71,254 CHF | 72,060 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 143,800 | 143,800 | 79,041 | 79,041 | 69,757 CHF | 70,549 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 0.93 CHF | 0.94 CHF | 112,900 | 112,900 | 61,532 | 61,532 | 66,070 CHF | 66,686 CHF | 99.98% | 99.98% |
10/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 119,800 | 119,800 | 66,107 | 66,107 | 71,425 CHF | 72,087 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 119,500 | 119,500 | 65,914 | 65,914 | 70,942 CHF | 71,602 CHF | 100.00% | 100.00% |
08/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 112,600 | 112,600 | 62,702 | 62,702 | 66,497 CHF | 67,125 CHF | 99.99% | 99.99% |
05/07/2024 | 1.04% | 1.09 CHF | 1.10 CHF | 131,100 | 131,100 | 73,160 | 73,160 | 72,963 CHF | 73,696 CHF | 99.99% | 99.99% |
04/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 66,700 | 66,700 | 59,644 | 59,644 | 55,913 CHF | 56,509 CHF | 100.00% | 100.00% |
03/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 137,100 | 137,100 | 76,078 | 76,078 | 68,848 CHF | 69,611 CHF | 99.99% | 99.99% |
02/07/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 150,300 | 150,300 | 82,926 | 82,914 | 67,772 CHF | 68,593 CHF | 100.00% | 100.00% |